This paper reviews the empirical literature on the highly popular phenomenon of herding
behaviour in the markets of digital currencies. Furthermore, a comparison takes place with …

This paper provides a systematic survey on return and volatility spillovers of
cryptocurrencies based on the empirical results of relevant academic literature. Evidence …

After the so-called “crypto-winter”, decentralised finance (DeFi) is reviving interest in
cryptocurrency amongst the scientific community, public and private institutions, and …

This paper applies a Diagonal BEKK model to investigate the risk spillovers of three major
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …

This paper sets out to explore whether Bitcoin can be considered as a globally accepted
asset that has a resemblance to gold, which is widely considered to be the safest choice. An …

This paper investigates how idiosyncratic volatility is priced in the cross-section of
cryptocurrency returns. By conducting both portfolio-level analysis and Fama-MacBeth …

This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

In this paper, we compare the predictions on the market liquidity in crypto and fiat currencies
between two traditional time series methods, the autoregressive moving average (ARMA) …

This study examines the connectedness between technology stocks, cryptocurrencies, and
non-fungible tokens (NFTs) using daily returns and risk data. We found that while there is …

Metaverses have been evolving following the popularity of blockchain technology. They
build their own cryptocurrencies for transactions inside their platforms. These new …